Wednesday, May 12, 2021 - 09:00 in ZOOM - Video Conference
Spherical integrals and rare events in Random Matrix Theory
A talk in the Seminar Zufallsmatrizen series by
Alice Guionnet from ENS Lyon
| Abstract: |
Spherical integrals as the HCIZ integral can be thought as Fourier transforms in RMT, and their asymptotic useful to capture the probability of rare events in random matrix theory. In this talk, I will discuss how to study the asymptotics of the HCIZ integral and the rectangular spherical integral by studying large deviations for Dyson Brownian motion and how this can be used to study the probability that the spectral measure of the matrix A+UBU* takes an unexpected value. This talk is based on an old work with O. Zeitouni, and recent work with S. Belinschi and J. Huang as well as a work in progress with J. Huang.
Please contact anas.rahman@live.com.au for further information.
Within the CRC this talk is associated to the project(s): C6 |
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